-13.1%
CAVA vs VFC
-10.6%
-2.5%
-44.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +4.4% | -0.9% | +1.9% |
| 7D | -8.0% | -1.4% | -6.6% | -7.5% |
| 30D | -19.6% | -9.0% | -10.6% | -16.8% |
| 3M | -36.7% | -24.2% | -12.5% | -31.4% |
| 6M | -30.6% | -18.5% | -12.1% | -27.1% |
| YTD | -4.8% | -25.9% | +21.1% | +3.1% |
| 1Y | -13.1% | -13.0% | -0.1% | -16.5% |
| All | -13.1% | -10.6% | -2.5% | -16.5% |
Cumulative growth
Daily Returns
Daily percentage return beside VFC.
Daily Out/Under-Performance
Portfolio return minus VFC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VFC return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 1y: compounded portfolio wealth divided by compounded VFC wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
1y analysis · Full analysis span regression · 6 months rolling